+55.0%
XOP vs RJF
+429.3%
-374.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +2.6% | -2.7% | +5.3% | +4.5% |
| 30D | +9.6% | -4.3% | +13.9% | +12.5% |
| 3M | +20.4% | +15.7% | +4.6% | +7.9% |
| 6M | +19.9% | +17.8% | +2.1% | +5.0% |
| YTD | +56.4% | +9.2% | +47.2% | +43.0% |
| 1Y | +52.4% | +2.8% | +49.7% | +44.7% |
| 3Y | +39.9% | +69.5% | -29.6% | -10.6% |
| 5Y | +163.7% | +105.9% | +57.8% | +38.4% |
| All | +55.0% | +429.3% | -374.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling